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Most EM currencies to rebound in 2024, 'carry trades' still attractive: Reuters poll

Published 06/12/2023, 01:24
Updated 06/12/2023, 01:25
© Reuters.
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By Vuyani Ndaba and Devayani Sathyan

JOHANNESBURG/BENGALURU (Reuters) - Most emerging market currencies will recover 2023 losses and trade modestly higher against the dollar next year as bets on interest rate cuts from the U.S. Federal Reserve increase, a Reuters poll found.

A fall in the U.S. dollar last month after soft U.S. inflation data and dovish remarks from the Fed drove a 2.6% rise in the emerging markets currency index since the start of November - a trend set to continue into next year.

However, with risks U.S. interest rates stay higher for longer investors will remain cautious, leading to a slow and steady pace of gains in EM currencies against the dollar.

More than half of the EM currencies polled on, especially from Asia, were forecast to extend gains next year and some were predicted to recoup all of their 2023 losses, according to the Dec. 1-5 Reuters poll of 45 strategists.

The Korean won and the Thai baht were expected to erase this year's losses and gain around 0.2% and 1.3% respectively.

China's yuan was forecast to gain nearly 2% in the next 12 months.

"Near term, we think the EM story is mixed in that we cannot dismiss the risk of U.S. rates moving a little higher into year-end... However, on a six-month view, short-dated U.S. yields should be substantially lower and generating a clear dollar decline," said Chris Turner, head of FX strategy at ING.

The Turkish lira and South Africa's rand which lost around 35% and 10% respectively this year were not predicted to recover losses anytime soon.

Rate cut expectations for the Fed and widening interest rate differentials meant a majority of analysts, 34 of 45, who answered an additional question said emerging market carry trades will remain attractive in 2024.

"Because we think the dollar will decline, emerging market currencies should at least hold their value, if not appreciate. And generally in an environment of the Fed easing normally you see lower levels of foreign exchange market volatility," Turner added.

"Carry trading" is when investors borrow in currencies where interest rates are low, like Japan, to invest where yields are high like Brazil.

Those trades have buoyed EMFX this year especially in Latin America for Brazil, Mexico and Colombia on higher interest rates that were ushered in much earlier to fight inflation compared to developed markets.

"As next year progresses, we also see the potential for more pronounced U.S. dollar weakness than previously...Amid that backdrop, we would also expect many emerging Asian and Latin American currencies to perform well as next year progresses," noted Nick Bennenbroek, international economist at Wells Fargo (NYSE:WFC).

(For other stories from the December Reuters foreign exchange poll:)

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